Search strategies, traders…

/

Search strategies, traders…

OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

Docs Fees--:--:-- UTC

SUI Breakout

ActiveCryptoBinance

julia.kVerified+·Breakout · intradayView trader

Return 12m

+38.7%

755 days of history

Max drawdown

22.6%

Current 22.6%

Sortino

1.27

Sharpe 0.82 · PSR 0.88

Compliance

22/25

88% of Epochs kept

Risk score

56 · Medium

Capacity used

93%

93/100 seats · $300k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.91%

median 0.91% · max 1.15%

Avg planned R:R

1 : 1.83

target distance ÷ stop distance

Realized R:R

1 : 1.81

avg win +1.60R · avg loss −0.88R

Expectancy

+0.32R

per trade

SQN

2.48

Good

Kelly fraction

19.7%

optimal f · use ¼–½ in practice

Win rate

48.3%

profit factor 1.69

Consecutive W / L

7 / 6

longest streaks

Largest win / loss

+2.4R / −1.5R

Avg hold

4.7h / 4.4h

winners / losers

Avg MAE / MFE

0.64R / 1.14R

adverse / favorable excursion

Capture ratio

84%

of MFE kept by winners

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +126.4R

Risk per trade

% of equity at risk on each trade, with the average line

Performance by time

Total R by day of week or close hour (UTC)

Long vs short

	Long	Short
Trades	211	189
Win rate	46%	51%
Expectancy	+0.24R	+0.40R
Total R	+51.6R	+74.9R
Equity PnL	+49.2%	+69.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 03:27	ETH long	0.95%	1:1.6	−0.84R	8.7h
Oct 5, 09:22	ETH long	0.92%	1:2.1	+1.78R	0.9h
Oct 5, 19:55	SUI short	1.01%	1:2.1	+1.35R	3.9h
Oct 4, 10:58	SUI long	0.80%	1:1.8	−0.90R	0.5h
Oct 4, 09:07	SUI long	0.72%	1:1.7	−0.98R	0.4h
Oct 3, 06:34	ETH long	0.89%	1:2.1	+1.84R	0.6h
Oct 2, 18:00	ETH long	0.69%	1:1.7	+1.77R	0.1h
Oct 1, 19:42	SUI short	0.82%	1:1.7	+1.83R	6.8h
Sep 30, 06:52	SUI short	0.74%	1:1.6	−0.70R	2.0h
Sep 28, 23:02	SUI short	1.02%	1:1.8	−0.75R	5.6h
Sep 27, 05:25	SUI long	0.83%	1:2.1	+1.68R	0.6h
Sep 26, 21:47	SUI short	0.76%	1:1.8	+1.18R	8.7h

Performance statistics

Based on 973 trades over 755 days. Metric set v1.4 · recomputable from raw exchange data.Thin sample — treat with caution

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	−6.2%	−10.3%	−13.4%	+4.3%	+21.6%	+38.7%	+56.1%
Followers	−6.2%	−10.4%	−13.7%	+3.7%	+20.5%	+37.1%	+52.5%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+161.0%
Excess vs BTC	−6.6%	−11.3%	−24.7%	−66.9%	−34.1%	−30.8%	−104.9%

Returns

Return 1m: −10.3%
Return 3m: −13.4%
Return 12m: +38.7%
Return since start: +56.1%
CAGR: +24.0%

Risk

Max drawdown: 22.6%
Volatility (ann.): 32.6%
Downside deviation: 21.2%
Ulcer index: 8.59%
VaR / CVaR 95% (daily): 2.58% / 3.13%
VaR / CVaR 99% (daily): 3.71% / 4.20%
Longest time under water: 142 days
Max / avg leverage: 4.2x / 1.9x
Top-3 trades share of PnL: 21%

Risk-adjusted

Sharpe: 0.82
Sortino: 1.27
Calmar: 1.06
Recovery factor: 2.48
Probabilistic Sharpe (PSR): 0.88
Omega ratio: 1.12
Gain-to-pain: 0.12

Trades

Trades: 973
Win rate: 48%
Payoff ratio: 1.69
Profit factor: 1.56
Expectancy: 2 bps
Tail ratio: 3.0
Avg holding time: 4.9 h

Consistency

Profitable months: 62%
Equity curve R²: 0.89
Longest losing streak: 9 days
Skew / kurtosis: 0.35 / 3.4
Consistency score: 55/100

Benchmark (vs BTC)

Beta: 0.29
Alpha (ann.): +8.9%
Correlation / R²: 0.49 / 0.24
Up / down capture: 28% / 25%
Tracking error: 48.4%
Information ratio: -0.72

Strategy vs BTC

Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time

Daily return pair365 daysFit · β0.29

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.26Correlation0.45

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-1.07Volatility 90d29.0%

Volatility (ann.)

Return distribution

Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days

Up daysDown daysNormal fitVaR 95%−2.58%

Worst drawdowns

The five deepest peak-to-trough episodes and how long recovery took

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−22.6%	Aug 18, 2026	Oct 6, 2026	Ongoing	49 d	—
2	−18.7%	Apr 20, 2026	May 23, 2026	Jun 21, 2026	33 d	29 d
3	−17.8%	Oct 14, 2024	Nov 5, 2024	Jan 16, 2025	22 d	72 d
4	−16.5%	Apr 17, 2025	Jul 7, 2025	Sep 7, 2025	81 d	62 d
5	−14.3%	Sep 13, 2025	Oct 14, 2025	Oct 30, 2025	31 d	16 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

48%

44%

50%

47%

56%

62%

45%

Exposure

Gross exposure, % of equity (last 120 days), and where it sits

Gross exposure90% of equityPeak276%

Average share of exposure

SUI56% · 92.7%
ETH44% · 73.2%

Performance by instrument

Share of net PnL